Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 0 4 7
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 0 0 1 1
Dealing with the Inventory Risk. A solution to the market making problem 2 2 5 87 4 4 47 327
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 1 10 73 4 5 31 145
General Intensity Shapes in Optimal Liquidation 0 0 1 26 0 2 8 84
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 3 22 1 1 11 18
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 19 19 0 0 10 10
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 46 0 3 13 103
Market impacts and the life cycle of investors orders 0 0 3 7 1 1 13 20
Market microstructure: confronting many viewpoints 0 0 0 0 0 0 8 13
Mean Field Game of Controls and An Application To Trade Crowding 0 0 15 15 0 0 4 4
Mini-symposium on automatic differentiation and its applications in the financial industry 8 8 8 8 4 4 4 4
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 1 2 9 9 1 2 17 19
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 0 0
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 1 1 18 184
Optimal algorithmic trading and market microstructure 1 3 20 208 1 6 61 348
Optimal posting price of limit orders: learning by trading 0 0 2 52 0 0 9 151
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 0 6 162
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 3 64
Optimal starting times, stopping times and risk measures for algorithmic trading 1 3 4 62 1 5 30 155
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 2 56 0 0 10 89
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 2 5 56 1 2 14 133
Realtime market microstructure analysis: online Transaction Cost Analysis 1 2 6 39 1 2 9 65
Simulating and analyzing order book data: The queue-reactive model 0 1 3 29 0 1 11 49
Total Working Papers 16 24 117 999 20 39 342 2,155


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 1 82 0 5 16 287
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 0 8 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 0 0 8 35
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 1 3 3 0 1 7 7
Total Journal Articles 0 1 5 91 0 6 39 341


Statistics updated 2017-04-03